Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 7.32% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 65,901 CHF | 70,901 CHF | 99.64% | 99.64% |
12/07/2024 | 6.97% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 69,327 CHF | 74,327 CHF | 98.66% | 98.66% |
11/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 97.13% | 97.13% |
10/07/2024 | 6.82% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,850 CHF | 75,850 CHF | 99.66% | 99.66% |
09/07/2024 | 6.86% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,438 CHF | 75,438 CHF | 99.66% | 99.66% |
08/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 99.99% | 99.99% |
05/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 98.91% | 98.91% |
04/07/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 70,000 CHF | 75,000 CHF | 11.39% | 11.39% |
03/07/2024 | 6.78% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 71,311 CHF | 76,311 CHF | 99.13% | 99.14% |
02/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 75,000 CHF | 80,000 CHF | 99.96% | 99.96% |